Probabilistic analysis and related topics. Vol. 3. /

Probabilistic Analysis and Related Topics.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Bharucha-Reid, A. T. (Albert Turner)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York ; London : Academic.
Temas:
Probabilities.
Probabilit�es.
probability.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Probabilities
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; Probabilistic Analysis and Related Topics; Copyright Page; Table of Contents; List of Contributors; Preface; Chapter 1. Qualitative Theory of Stochastic Systems; I. Introduction; II. Scope of the Theory; III. Nonlinear Systems; IV. Linear Systems; V. Linearization; VI. Generalizations; VII. Applications; References; Chapter 2. Langevin Equations with Multiplicative Noise: Theory and Applications to Physical Processes; I. Introduction; II. Phase-Space Evolution: Cumulant Expansion Technique(Stratonovich); III. Phase-Space Evolution via Direct Integration (It�o and Stratonovich).
  • IV. ExamplesReferences; Chapter 3. Stability Theory of Stochastic Difference Systems; I. Introduction; II. Linear Stochastic Systems; III. Stochastic Stability of Nonlinear Systems; IV. Directions for Further Research; References; Chapter 4. Markov Properties for Random Fields; Introduction; I. Conditional Independence and Its Consequences; II. Markov Properties for Multiparameter Processes; III. Markov Property on a Class of Sets; IV. Markov Properties for Generalized Random Fields; V. Quasi-Invariant Measures and the Markov Property.
  • VI. Markov Property for Generalized Gaussian Random FieldsVII. Markov Property for Solutions of Stochastic Partial Differential Equations; Appendix A: Gaussian Processes and Reproducing Kernel Spaces; Appendix B: Generalized Gaussian Random Field; References; Chapter 5. The Method of Random Contractors and Its Applications to Random Nonlinear Equations; I. Introduction; II. Contractors and Deterministic Nonlinear Operators; III. Preliminary Definitions; IV. Random Contractors and Application to Random Nonlinear Operator Equations; V. Random Contractors with Random Nonlinear Majorant Functions.
  • VI. Random Step-ContractorsVII. Integral Contractors and Applications to Random Equations; References; Index.

Ejemplares similares